Quantitative Global Bond Portfolio Management offers a
comprehensive discussion of quantitative modelling approaches to
managing global bond and currency portfolios. Drawing on
practitioner and academic research, as well as the extensive market
experience of the authors, the book provides a timely overview of
cutting-edge tools applied to the management of global bond
portfolios, including in-depth discussions of factor models and
optimization techniques. In addition to providing a solid
theoretical foundation for global bond portfolio management, the
authors focus on the practical implementation of yield curve and
currency-driven approaches that can be successfully implemented to
actual portfolios. As such, the book will be an indispensable
resource to both new and seasoned investors looking to enhance
their understanding of global bond markets and strategies.
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